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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~95d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.30%
3d Period Avg−19.10%
swing±98.59%
LONG trade[XYZ] · nowxyz:PURRDAT
+5.48%
3d avg:+36.36%
SHORT WEEX · nowPURRUSDT
+6.78%
3d avg:+17.26%
Entry Spread Now
+0.089%
Eaten by executionL 12.3630 · S 12.3740+$8.90 if it converges
24h range −0.27%…+0.55% · median +0.15%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$58.58
−0.59%
$Avg Daily PnL
−$8.19
−0.0819%
★Best Day
+$4.54
Oct 1
◎Open Interest
⚡Funding APR
−29.91%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$34.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.